Fluctuations of stochastic PDEs with long-range correlations

We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and coloured in space with non-integrable spatial covariance that decays at the rate of $|x|^{-\kappa}$ at infinity, where $\kappa \in (2, d)$. Inspired by recent studies on SHE and KPZ equations driven by noise with compactly supported spatial correlation, we demonstrate that the correlations persist in the large-scale limit. The fluctuations of the diffusively scaled solution converge to the solution of a stochastic heat equation with additive noise whose correlation is the Riesz kernel of degree $-\kappa$. Moreover, the fluctuations converge as a distribution-valued process in the optimal H\"older topologies.